-9.6%
MOS vs ENB
+69.5%
-79.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.1% |
| 7D | +9.5% | -0.2% | +9.8% | +9.7% |
| 30D | +10.4% | -2.2% | +12.7% | +12.3% |
| 3M | +12.9% | -10.5% | +23.4% | +23.0% |
| 6M | +1.2% | -5.1% | +6.3% | +4.0% |
| YTD | +9.3% | +9.0% | +0.4% | -1.6% |
| 1Y | -18.0% | +8.2% | -26.2% | -25.6% |
| 3Y | -29.0% | +67.8% | -96.8% | -59.6% |
| All | -9.6% | +69.5% | -79.1% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling